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  • Search: subject:"smooth transition autoregression"
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Year of publication
Subject
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smooth transition autoregression 25 Smooth transition autoregression 14 Zeitreihenanalyse 14 Time series analysis 13 Theorie 10 Theory 10 Nichtlineare Regression 6 Nonlinear regression 6 Smooth Transition Autoregression 6 seasonality 6 Nonlinear model 5 Nonlinear time series 5 Seasonality 5 forecasting 5 nonlinearity 5 Autocorrelation 4 Autokorrelation 4 Changing seasonality 4 Climate change 4 Correlation 4 Estimation 4 Klimawandel 4 Korrelation 4 Long memory 4 Saisonale Schwankungen 4 Schätzung 4 Seasonal variations 4 fractional Dickey-Fuller tests 4 multiple structural changes models 4 random field regression 4 structural change 4 time-varying parameter 4 Deutschland 3 Einheitswurzeltest 3 El Nino Southern Oscillation 3 El Niño Southern Oscillation 3 Environmental Economics and Policy 3 Fractional integration 3 Großbritannien 3 Law of one price 3
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Online availability
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Free 35 Undetermined 16
Type of publication
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Book / Working Paper 36 Article 26 Other 1
Type of publication (narrower categories)
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Article in journal 15 Aufsatz in Zeitschrift 15 Working Paper 5 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1 research-article 1
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Language
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Undetermined 32 English 31
Author
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Teräsvirta, Timo 11 Ubilava, David 8 van Dijk, Dick 5 Bond, Derek 4 Dijk, D.J.C. van 4 He, Changli 4 Holt, Matthew T. 4 Kang, Jian 4 Franses, Ph.H.B.F. 3 Franses, Philip Hans 3 Harrison, Michael J. 3 Kumawat, Lokendra 3 O'Brien, Edward J. 3 Silvennoinen, Annastiina 3 Skalin, Joakim 3 Caraiani, Petre 2 Kisswani, Khalid M. 2 Lof, Matthijs 2 Medeiros, Marcelo C. 2 Nusair, Salah 2 Shittu, Olanrewaju I. 2 Strikholm, B. 2 Strikholm, Birgit 2 Terasvirta, T. 2 Yaya, OlaOlua S. 2 A. 1 Acatrinei, Marius Cristian 1 Ahmad, Masroor 1 Ajmi, Ahdi 1 Andersson, Michael K. 1 Aslanidis, Nektarios 1 Balagtas, Joseph Valdes 1 Battaglia, Francesco 1 Boutahar, Mohamed 1 Bruin, P. de 1 Campante, Filipe R. 1 Craig, Lee 1 Craig, Lee A. 1 Dijk, Dick van 1 Dua, Pami 1
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Institution
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm 8 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Erasmus University Rotterdam, Econometric Institute 4 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 4 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 2 Agricultural and Applied Economics Association - AAEA 1 Australian Agricultural and Resource Economics Society - AARES 1 Centre for Development Economics, Delhi School of Economics 1 Department of Economics, Florida International University 1 European Central Bank 1 School of Economics and Finance, University of St. Andrews 1 School of Economics, University College Dublin 1 Society for Computational Economics - SCE 1
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Published in...
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SSE/EFI Working Paper Series in Economics and Finance 9 MPRA Paper 5 Econometric Institute Report 4 Econometric Institute Research Papers 4 Energy economics 3 Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 1 2013 Conference (57th), February 5-8, 2013, Sydney, Australia 1 Agricultural economics : the journal of the International Association of Agricultural Economists 1 American Journal of Agricultural Economics Appendices 1 American journal of agricultural economics 1 CBN Journal of Applied Statistics 1 CBN journal of applied statistics 1 Computational Economics 1 Computational Statistics 1 Computing in Economics and Finance 2002 1 DNB working paper 1 Discussion Paper Series, Department of Economics 1 ECB Working Paper 1 Economic modelling 1 Economics Bulletin 1 Economics Letters 1 Economics working paper 1 Empirica : journal of european economics 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Energy Economics 1 European review of agricultural economics : ERAE 1 Explorations in economic history : EEH 1 International Journal of Energy Sector Management 1 Journal for Economic Forecasting 1 Journal of Economic Dynamics and Control 1 Journal of Economic Policy Reform 1 Journal of econometrics 1 Journal of economic dynamics & control 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 UCD Centre for Economic Research Working Paper Series 1 Working Paper Series / European Central Bank 1 Working Papers / Department of Economics, Florida International University 1 Working Papers / School of Economics, University College Dublin 1 Working papers / Centre for Development Economics, Delhi School of Economics 1
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Source
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RePEc 40 ECONIS (ZBW) 17 EconStor 4 BASE 1 Other ZBW resources 1
Showing 21 - 30 of 63
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Effect of Rainfall on Seasonals in Indian Manufacturing Production: Evidence from Sectoral Data
Kumawat, Lokendra - Volkswirtschaftliche Fakultät, … - 2010
Recent research has shown that the seasonals in Indian manufacturing production are affected by rainfall. Since the effect of rainfall comes through agricultural production, this finding raises the question of whether the effect is through demand channel or supply channel. This paper attempts to...
Persistent link: https://www.econbiz.de/10008674243
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AJAE Appendix: The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives
Balagtas, Joseph Valdes; Holt, Matthew T. - In: American Journal of Agricultural Economics Appendices 91 (2009) 1
This appendix contains diagnostic test results and supplemental regression results from an evaluation of the Prebisch-Singer Hypothesis that applies smooth transition autoregressions (STARs) to relative prices for 24 primary commodities.
Persistent link: https://www.econbiz.de/10011082860
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Non-linearity, persistence and spillover effects in stock returns : the role of the volatility index
Wu, Po-Chin; Pan, Sheng-Chieh; Tai, Xue-Ling - In: Empirica : journal of european economics 42 (2015) 3, pp. 597-613
Persistent link: https://www.econbiz.de/10011485602
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The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach
Goodwin, Barry K.; Holt, Matthew T.; Prestemon, Jeffery P. - Volkswirtschaftliche Fakultät, … - 2008
Market price dynamics for North American oriented strand board markets are examined. Specifically, the role of transactions costs are examined vis–`a–vis the law of one price. Weekly data for the January 3rd, 1995 through April 14th, 2006 period are used in the analysis. Nonlinearities...
Persistent link: https://www.econbiz.de/10005787172
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El Niño Southern Oscillation and the fishmeal-soya bean meal price ratio : regime-dependent dynamics revisited
Ubilava, David - In: European review of agricultural economics : ERAE 41 (2014) 4, pp. 583-604
Persistent link: https://www.econbiz.de/10010439626
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Modelling Ireland's exchange rates: From EMS to EMU
Bond, Derek; Harrison, Michael J.; O'Brien, Edward J. - 2007
This paper attempts to model the nominal and real exchange rate for Ireland, relative to Germany and the UK from 1975 to 2003. It offers an overview of the theory of purchasing power parity (Ppp), focusing particularly on likely sources of nonlinearity. Potential difficulties in placing the...
Persistent link: https://www.econbiz.de/10010272367
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Modelling Ireland’s exchange rates: from EMS to EMU
Bond, Derek; Harrison, Michael J.; O'Brien, Edward J. - 2007
This paper attempts to model the nominal and real exchange rate for Ireland, relative to Germany and the UK from 1975 to 2003. It offers an overview of the theory of purchasing power parity (PPP), focusing particularly on likely sources of nonlinearity. Potential difficulties in placing the...
Persistent link: https://www.econbiz.de/10011604869
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Modelling Seasonal Dynamics in Indian Industrial Production--An Extention of TV-STAR Model
Dua, Pami; Kumawat, Lokendra - Centre for Development Economics, Delhi School of Economics - 2007
-varying smooth transition autoregression (TV-STAR) model to allow for independent regime-switching behaviour in the deterministic … production for India. For this, we extend the time-varying smooth transition autoregression (TV-STAR) model to allow for …: Seasonality, Smooth transition autoregression, Economic reforms. ∗The authors are grateful to Sunil Kanwar and Abhijit Banerji for …
Persistent link: https://www.econbiz.de/10005770878
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Modelling Ireland’s exchange rates: from EMS to EMU
Bond, Derek; Harrison, Michael J.; O'Brien, Edward J. - European Central Bank - 2007
This paper attempts to model the nominal and real exchange rate for Ireland, relative to Germany and the UK from 1975 to 2003. It offers an overview of the theory of purchasing power parity (PPP), focusing particularly on likely sources of nonlinearity. Potential difficulties in placing the...
Persistent link: https://www.econbiz.de/10005227548
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Non-linearities in the dynamics of oil prices
Kisswani, Khalid M.; Nusair, Salah A. - In: Energy Economics 36 (2013) C, pp. 341-353
smooth transition autoregression (ESTAR) nonlinearity-type in most cases. Applying unit root tests that account for two types …
Persistent link: https://www.econbiz.de/10010616852
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